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1. (10 pts) Let X1, . . . ,X50 be a random vector sample of size n = 60 from a three-variate normal distribution N301,

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1. (10 pts) Let X1, . . . ,X50 be a random vector sample of size n = 60 from a three-variate normal distribution N301, 21), having mean vector ,u and covariance matrix 2. Specify each of the following completely (that is, the distribution names and parameters), and justify your answers. 1. The distribution of i 2. The distribution of mi pyzz-'(i ,u) 3. The approximate distribution of ME M'sKi p)

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